About this data
The CIP / convenience-yield dataset measured and published by Wenxin Du (Harvard Business School), Ritt Keerati (Federal Reserve Board), and Jesse Schreger (Columbia Business School).
Citation
Du, W., Keerati, R., and Schreger, J. (2025). Decoupling Dollar and Treasury Privilege. Working paper.
Per-measure methodology →
Work in progress —
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© 2026 Du, Keerati, Schreger. The dataset is made available for research and policy use.